v1v2 (latest)

Exact Simulation of the Extrema of Stable Processes

5 June 2018

Papers citing "Exact Simulation of the Extrema of Stable Processes"

1 / 1 papers shown

Title
$$\varepsilon$-strong simulation of the convex minorants of stable processes and meanders$ $\varepsilon$ -strong simulation of the convex minorants of stable processes and meanders Jorge Ignacio González Cázares Aleksandar Mijatović Gerónimo Uribe Bravo 61 4 0 29 Oct 2019